How to change the appearance of an object?
You can turn on Shadows and Cavity Shader from the Shading Popover to the right of the 3D View Header while in Solid viewport shading mode.



You can also simultaneously combine those with different matcaps that give objects different colors, studio lights, or random colors for each object. If those aren't enough you can also base object colo from the assigned materials, or even a specific per-object color.